+48.8%
PFE vs ACM
+132.6%
-83.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -1.7% | +5.6% | -7.3% | -2.9% |
| 30D | +0.3% | +20.8% | -20.5% | -3.6% |
| 3M | +9.4% | +11.4% | -2.0% | +6.6% |
| 6M | +14.9% | +0.9% | +13.9% | +13.9% |
| YTD | +23.8% | -24.8% | +48.6% | +30.0% |
| 1Y | +19.5% | -46.4% | +66.0% | +35.4% |
| 3Y | +21.0% | -9.2% | +30.3% | +20.4% |
| 5Y | -23.9% | +5.0% | -28.9% | -27.7% |
| All | +48.8% | +132.6% | -83.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling